Merge branch 'pfm-unexpected'

Adds interface for unexpected shocks in perfect foresight models.

README.md

@@ -22,13 +22,13 @@ Main functionalities:
 How to run it:
 --------------
 
-- Temporarly add the dynare/matlab folder to the matlab's path.
+- Temporarily add the dynare/matlab folder to the matlab's path.
 
 ```matlab
    >> addpath c:\dynare\4.x.y\matlab
 ```
 
-- Temporarly add folder containing the fonction Dynare_GUI to the matlab's path
+- Temporarily add the folder containing the function Dynare_GUI to the Matlab's path
 
 ```matlab
    >> addpath c:\dynare\dynare-gui\src
@@ -41,7 +41,6 @@ How to run it:
   >> Dynare_GUI
 ```
 
-- Important note: 
-
-Following folder is not on GitHub, but it is necessary for running the application: \src\resources 
+- Important notes: 
 
+The following folder is not on GitHub, but it is necessary for running the application: \src\resources

src/+gui_auxiliary/pf_unanticipated.m

+function pf_unanticipated(data)
+% Allows deterministic simulation with unanticipated shocks
+%
+% INPUTS
+%   none
+%
+% OUTPUTS
+%   none
+%
+% SPECIAL REQUIREMENTS
+%   none
+
+% Copyright (C) 2017 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+global oo_;
+global M_;
+
+num = rows(data);
+ant = {} ; unant = {};
+shock_matrix_array = {};
+
+% Create two matrices for anticipated and unexpected shocks
+
+for i = 1:num
+    aux = data(i,1:5);    
+    if aux{1,2} == 1
+        aux{1,5} = true;
+    end
+    
+    if ~aux{1,5}
+            ant = sortrows([ant;aux],2);
+    else
+            unant = sortrows([unant;aux],2);
+    end
+end
+
+for i = 1:rows(unant)
+
+    % Sort both matrices by increasing number of periods
+    det_aux = unant(i,:);
+    for j = 1:rows(ant)
+        if ant{j,2} > unant{i,2}
+            det_aux = [det_aux; ant(j,:)];
+        end
+    end
+
+    % Re-index periods
+    idx = det_aux{1,2} - 1;
+    for k = 1:rows(det_aux)
+        det_aux{k,2} = det_aux{k,2} - idx;
+    end
+
+    % Create "provisional" M_.det_shocks for each unanticipated shock
+    det_shocks_prov = struct([]);
+
+    for n = 1:size(det_aux,1)
+        exo_id = find(ismember(M_.exo_names, det_aux{n,1}, 'rows'));
+        if(~isempty(exo_id))
+            det_shocks_prov = [det_shocks_prov; struct('exo_det',0,'exo_id',exo_id,'multiplicative',0,...
+                                   'periods',det_aux{n,2},'value',det_aux{n,3})];
+        else
+            gui_tools.show_error('Error while saving deterministic shocks!');
+        end
+    end
+    % Store each "provisional" M_.det_shocks in cell
+    shock_matrix_array{i,1} = det_shocks_prov;
+end
+
+M_.det_shocks = shock_matrix_array{1,1};
+yy = oo_.steady_state;
+perfect_foresight_setup;
+perfect_foresight_solver;
+yy = [yy, oo_.endo_simul(:,shock_matrix_array{1,1}(end).periods - 1)];
+
+for i = 2:rows(shock_matrix_array)
+   M_.det_shocks = shock_matrix_array{i,1};
+   oo_.endo_simul(:,1) = yy(:,end);
+   perfect_foresight_solver;
+   yy = [yy, oo_.endo_simul(:,shock_matrix_array{i,1}(end).periods - 1)];
+end
+
+end
\ No newline at end of file

src/gui_determ_simulation.m

@@ -176,25 +176,23 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
             'Enable', 'Off',...
             'Callback', @pussbuttonAddValue_Callback);
         
-        column_names = {'Shock ','Period ','Value ', 'Remove '};
-        column_format = {'char','numeric','numeric', 'logical'};
+        column_names = {'Shock ','Period ','Value ', 'Remove ','Unanticipated?'}; %%%
+        column_format = {'char','numeric','numeric', 'logical','logical'};%%%
         data = get_det_shocks();
         handles.shocks_table = uitable(handles.shocks_panel,'Data',data, ...
             'Units','normalized','Position',[0.02 0.10 0.96 0.6],...
             'ColumnName', column_names,...
             'ColumnFormat', column_format,...
-            'ColumnEditable', [false true true true],...
-            'ColumnWidth', {150, 90, 90, 60}, ...
+            'ColumnEditable', [false true true true true],... %%%
+            'ColumnWidth', {200, 50, 90, 60, 100}, ... %%%
             'RowName',[],...
             'CellEditCallback',@savedata);  
         
-        
         handles.pussbuttonRemoveValue = uicontrol('Parent',handles.shocks_panel,'Style','pushbutton','Units','normalized','Position',[0.73 0.03 0.25 0.06],...
             'String', 'Remove all selected', ...
             'Enable', 'Off',...
             'Callback', @pussbuttonRemoveValues_Callback);
         
-        
         %initval and endval
         column_names = {'Shock ','Initval ','Endval '};
         column_format = {'char','numeric','numeric'};
@@ -225,6 +223,7 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
                 shocks_data_items = shocks_data_items +1;
                 shocks_data{shocks_data_items,1} = selected_shock;
                 shocks_data{shocks_data_items,4} = false;
+                shocks_data{shocks_data_items,5} = false; %%%
                 set(handles.shocks_table, 'Data', shocks_data);
             end
         end
@@ -233,7 +232,7 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
             shocks_data = get(handles.shocks_table, 'Data');
             shocks_data_items = size(shocks_data,1);
             num=0;
-            new_data = cell(0,4);
+            new_data = cell(0,5); %%%
             for(i=1:shocks_data_items)
                 if(~shocks_data{i,4})
                     num = num+1;
@@ -257,18 +256,17 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
         end
     end
 
-
     function data = get_det_shocks()
-        data = cell(0,4);
+        data = cell(0,5); %%%
         if(isfield(M_,'det_shocks') && ~isempty(M_.det_shocks))
             num = size(M_.det_shocks);
             for i=1:num
-                data{i,1} = M_.exo_names(M_.det_shocks(i).exo_id);
+                data{i,1} = M_.exo_names(M_.det_shocks(i).exo_id,:);
                 data{i,2} = M_.det_shocks(i).periods;
                 data{i,3} = M_.det_shocks(i).value;
                 data{i,4} = false;
+                data{i,5} = false; %%%
             end  
-            
         end
     end
 
@@ -283,12 +281,11 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
                         struct('exo_det',0,'exo_id',exo_id,'multiplicative',0,'periods',data{i,2},'value',data{i,3}) ];
                 else
                     gui_tools.show_error('Error while saving deterministic shocks!');                   
-                    
                 end
             end
         end       
-        
     end
+
     function data = get_exo_steady_states()
         data = cell(M_.exo_nbr,3);
         for i=1:M_.exo_nbr
@@ -329,7 +326,6 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
         end
     end
 
-
     function pussbuttonSimulation_Callback(hObject,evendata)
         
         comm_str = get(handles.simul, 'String');
@@ -377,12 +373,32 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
             end
             
             model_settings.varlist_.simul = var_list_;
+            
+            data = get(handles.shocks_table, 'Data');
+            aux  = data(:,5);
+            is_unant = 0;
+                        
+            for i = 1:rows(aux)
+                if aux{i}
+                    is_unant = is_unant + 1;
+                end
+            end
+                        
             try    
+                if is_unant == 0
                     set_det_shocks();
                     set_exo_steady_states();
-                
                     perfect_foresight_setup;
                     perfect_foresight_solver;
+                else
+                    set_exo_steady_states();
+                    unanticipated_shocks();
+                    % Uncomment the following if you want to keep the
+                    % original M_.det_shocks after simulation
+                    %
+                    % set_det_shocks();
+                end
+                
                 vars = getVariablesSelected;
                 for ii=1: size(vars,2)
                     rplot(vars{ii});
@@ -406,7 +422,6 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
         end
     end
 
-
     function pussbuttonReset_Callback(hObject,evendata)
         for ii = 1:handles.numVars
             set(handles.vars(ii),'Value',0);
@@ -479,10 +494,8 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
                 num=num+1;
                 varName = get(handles.vars(ii),'TooltipString');
                 vars(num) = cellstr(varName);   
-                
             end
         end   
-        
     end
 
     function pussbuttonCloseAll_Callback(hObject,evendata)
@@ -493,4 +506,10 @@ handles.pushbuttonCommandDefinition = uicontrol( ...
         gui_tabs.delete_tab(hTab);
         
     end
+
+    function unanticipated_shocks()
+        data = get(handles.shocks_table, 'Data');
+        gui_auxiliary.pf_unanticipated(data);
+    end
+
 end